陈宣斌《用机器学习模型和推特数据预测金融时间序列》
1.What should we try to model?
2.Financial Time Series of Returns
3.What is the distribution of stock returns?
4.Assume log–normal distribution
5.Weak stationarity (at least)
6.General model for a financial time series
7.Nonlinear models
8.Neural Networks (feed-forward)
9.Support Vector Machines
10.Model training and testing
11.Some technical difficulties
12.How we did it
13.Twitter social indicators implemented
14.Sentiment Analysis
15.Financial Time Series
16.Experimental set up
17.Experimental Results
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